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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+8.11%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$8.76B
AUM Growth
+$2.12B
Cap. Flow
+$1.67B
Cap. Flow %
19.06%
Top 10 Hldgs %
24.03%
Holding
949
New
284
Increased
182
Reduced
191
Closed
292

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$301M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$287M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$167M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$159M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$126M

Top Sells

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$98.1M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$96.4M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$89.2M
4
IBB icon
iShares Biotechnology ETF
IBB
+$68.8M
5
XBI icon
State Street SPDR S&P Biotech ETF
XBI
+$61.5M

Sector Composition

Rank Sector Weight
1 Financials 12.42%
2 Healthcare 8.68%
3 Industrials 8.38%
4 Technology 8.33%
5 Consumer Discretionary 8.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CIEN icon
701
Ciena
CIEN
$52.7B
– –
-283,400
Closed -$7.09M
CIG icon
702
CEMIG Preferred Shares
CIG
$6.21B
– –
-703,502
Closed -$860K
CMCSA icon
703
Comcast
CMCSA
$84B
– –
-1,118,700
Closed -$43.5M
CMG icon
704
Chipotle Mexican Grill
CMG
$49.4B
– –
-1,785,000
Closed -$14.9M
VISN
705
Vistance Networks Inc
VISN
$2.64B
– –
-20,900
Closed -$794K
COST icon
706
Costco
COST
$423B
– –
-204,000
Closed -$32.6M
CP icon
707
Canadian Pacific Kansas City
CP
$78.3B
– –
-59,500
Closed -$1.91M
CX icon
708
Cemex
CX
$17.2B
– –
-1,465,900
Closed -$13.8M
CXT icon
709
Crane NXT
CXT
$2.97B
– –
-114,296
Closed -$3.15M
DAL icon
710
Delta Air Lines
DAL
$58.3B
– –
-489,200
Closed -$26.3M
DAN icon
711
Dana Inc
DAN
$2.91B
– –
-255,200
Closed -$5.7M
DDD icon
712
3D Systems Corp
DDD
$441M
– –
-500,200
Closed -$9.35M
DE icon
713
Deere & Co
DE
$162B
– –
-42,400
Closed -$5.24M
DECK icon
714
Deckers Outdoor
DECK
$13.6B
– –
-671,400
Closed -$7.64M
DIS icon
715
Walt Disney
DIS
$167B
– –
-246,100
Closed -$26.1M
DK icon
716
Delek US
DK
$4.15B
– –
-50,900
Closed -$1.34M
DOC icon
717
Healthpeak Properties
DOC
$15.2B
– –
-270,200
Closed -$8.63M
DOX icon
718
Amdocs
DOX
$5.87B
– –
-240,700
Closed -$15.5M
DPZ icon
719
Domino's
DPZ
$11.7B
– –
-57,700
Closed -$12.2M
DRH icon
720
Diamondrock Hospitality Co
DRH
$2.64B
– –
-99,700
Closed -$1.09M
DVN icon
721
Devon Energy
DVN
$50.9B
– –
-193,500
Closed -$6.19M
DXC icon
722
DXC Technology
DXC
$1.82B
– –
-5,433
Closed -$360K
EA icon
723
Electronic Arts
EA
$52.9B
– –
-47,700
Closed -$5.04M
EFX icon
724
Equifax
EFX
$20.7B
– –
-14,800
Closed -$2.03M
EIX icon
725
Edison International
EIX
$30.3B
– –
-74,900
Closed -$5.86M
27 28
29
30 31

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
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GHC
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Quantitative Investment Management's Q3 2017 Portfolio in Review

As of Q3 2017, Quantitative Investment Management held 949 positions worth $8.76B, up 32% from $6.65B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Quantitative Investment Management deployed $1.67B of net new capital in Q3 2017, opening 284 new positions and adding to 182 existing holdings. Its largest new stake was iShares MSCI Brazil ETF: 4,260,200 shares worth $178M.

By sector, the portfolio is most concentrated in Financials at 12% of assets, down from 19% a quarter earlier, followed by Healthcare and Industrials.

On the sell side, the largest reduction was State Street Health Care Select Sector SPDR ETF, an estimated $89.2M trimmed.

  • Quantitative Investment Management's largest Q3 2017 buy was iShares MSCI Brazil ETF: 4,260,200 shares worth $178M.
  • Quantitative Investment Management added most to State Street Financial Select Sector SPDR ETF in Q3 2017, an estimated $301M increase.
  • Quantitative Investment Management's biggest Q3 2017 reduction was State Street Health Care Select Sector SPDR ETF, cutting an estimated $89.2M.
  • Quantitative Investment Management fully exited NVIDIA in Q3 2017, selling an estimated $98.1M.
  • Quantitative Investment Management's ten largest holdings make up 24% of its $8.76B portfolio in Q3 2017.
  • Quantitative Investment Management opened 284 new positions and closed 292 in Q3 2017.
  • Quantitative Investment Management's portfolio value rose 32% quarter-over-quarter to $8.76B.

Based on Quantitative Investment Management's 13F filing for Q3 2017, filed 13 Nov 2017.